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pro vyhledávání: '"Olkhov A"'
Autor:
Olkhov, Victor
This paper defines theoretical lower bounds of uncertainty of observations of macroeconomic variables that depend on statistical moments and correlations of random values and volumes of market trades. Any econometric assessments of macroeconomic vari
Externí odkaz:
http://arxiv.org/abs/2408.04644
Autor:
Olkhov, Victor
This paper studies the links between the descriptions of macroeconomic variables and statistical moments of market trade, price, and return. The randomness of market trade values and volumes during the averaging interval {\Delta} results in the rando
Externí odkaz:
http://arxiv.org/abs/2310.05971
Autor:
Olkhov, Victor
We discuss the economic reasons why the predictions of price and return statistical moments in the coming decades, in the best case, will be limited by their averages and volatilities. That limits the accuracy of the forecasts of price and return pro
Externí odkaz:
http://arxiv.org/abs/2309.02447
Publikováno v:
Vestnik Volgogradskogo Gosudarstvennogo Universiteta. Seriâ 10. Innovacionnaâ Deâtelʹnostʹ, Iss 6, Pp 63-72 (2014)
High-strength polyethylene films containing 0.5-1.0 wt. % of nanocrystalline silicon (nc-Si) were synthesized. Samples of nc-Si with an average core diameter of 7-10 nm were produced by plasmochemical method and by laser-induced decomposition of mono
Externí odkaz:
https://doaj.org/article/1de9eaa41c984621a81b02d039d6c043
Autor:
Olkhov, Victor
We describe how the market-based average and volatility of the "actual" return, which the investors gain within their market sales, depend on the statistical moments, volatilities, and correlations of the current and past market trade values. We desc
Externí odkaz:
http://arxiv.org/abs/2304.06466
Autor:
Olkhov, Victor
Markets possess all available information on stock returns. The randomness of market trade determines the statistics of stock returns. This paper describes the dependence of the first four market-based statistical moments of stock returns on statisti
Externí odkaz:
http://arxiv.org/abs/2302.07935
Autor:
Olkhov, Victor
Accuracy of economic theories and efficiency of economic policy strictly depend on the choice of the economic variables and processes mostly liable for description of economic reality. That states the general problem of assessment of any possible eco
Externí odkaz:
http://arxiv.org/abs/2208.07839
Autor:
Olkhov, Victor
We consider the randomness of market trade values and volumes as the origin of asset price stochasticity. We define the first four market-based price statistical moments that depend on statistical moments and correlations of market trade values and v
Externí odkaz:
http://arxiv.org/abs/2205.07256
Autor:
Olkhov, Victor
This paper highlights the hidden dependence of the basic pricing equation of a multi-period consumption-based asset pricing model on price and payoff autocorrelations. We obtain the approximations of the basic pricing equation that describe the mean
Externí odkaz:
http://arxiv.org/abs/2204.07506
Autor:
Olkhov, Victor
This paper assumes that the randomness of market trade values and volumes determines the properties of stochastic market prices. We derive the direct dependence of the first two price statistical moments and price volatility on statistical moments, v
Externí odkaz:
http://arxiv.org/abs/2202.09323